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This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…

Systems and Control · Electrical Eng. & Systems 2026-02-02 Marko Nonhoff , Mohammad Taher Al Torshan , Matthias A. Müller

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…

Machine Learning · Computer Science 2021-11-15 Qi Qi , Zhishuai Guo , Yi Xu , Rong Jin , Tianbao Yang

We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…

Machine Learning · Computer Science 2023-11-01 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

Long-term monitoring of numerous dynamic targets can be tedious for a human operator and infeasible for a single robot, e.g., to monitor wild flocks, detect intruders, search and rescue. Fleets of autonomous robots can be effective by…

Robotics · Computer Science 2025-10-14 Mingke Lu , Shuaikang Wang , Meng Guo

This paper proposes a nonlinear guidance algorithm for fuel-optimal impulsive trajectories for rendezvous operations close to a reference orbit. The approach involves overparameterized monomial coordinates and a high-order approximation of…

Optimization and Control · Mathematics 2026-01-12 Omar Regantini , Ethan R. Burnett , Antonio Rizza , Alessandro Morselli , Francesco Topputo

A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…

Machine Learning · Computer Science 2024-05-16 Abhishek Sinha , Rahul Vaze

Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…

Machine Learning · Computer Science 2025-05-30 Ricardo N. Ferreira , Cláudia Soares

Online eXp-concave Optimization (OXO) is a fundamental problem in online learning, where the goal is to minimize regret when loss functions are exponentially concave. The standard algorithm, Online Newton Step (ONS), guarantees an optimal…

Machine Learning · Computer Science 2026-02-11 Yi-Han Wang , Peng Zhao , Zhi-Hua Zhou

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a…

Optimization and Control · Mathematics 2019-07-16 Xinyang Zhou , Emiliano Dall'Anese , Lijun Chen

We introduce an online mathematical framework for survival analysis, allowing real time adaptation to dynamic environments and censored data. This framework enables the estimation of event time distributions through an optimal second order…

Machine Learning · Computer Science 2024-02-09 Camila Fernandez , Pierre Gaillard , Joseph de Vilmarest , Olivier Wintenberger

Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…

Optimization and Control · Mathematics 2020-08-25 Martijn H. H. Schoot Uiterkamp , Marco E. T. Gerards , Johann L. Hurink

Collaborative edge computing (CEC) is an emerging paradigm for heterogeneous devices to collaborate on edge computation jobs. For congestible links and computing units, delay-optimal forwarding and offloading for service chain tasks (e.g.,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-12 Jinkun Zhang , Edmund Yeh

The constrained version of the standard online convex optimization (OCO) framework, called COCO is considered, where on every round, a convex cost function and a convex constraint function are revealed to the learner after it chooses the…

Machine Learning · Computer Science 2025-02-11 Rahul Vaze , Abhishek Sinha

The coordinated alternating current optimal power flow (ACOPF) for coupled transmission-distribution grids has become crucial to handle problems related to high penetration of renewable energy sources (RESs). However, obtaining all system…

Optimization and Control · Mathematics 2022-08-04 Wentian Lu , Kaijun Xie , Mingbo Liu , Xiaogang Wang , Lefeng Cheng

The transition to renewable energy has positioned photovoltaic (PV) systems and battery energy storage systems (BESS) as essential assets in microgrids, particularly for remote installations. However, traditional planning models often…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Hassan Zahid Butt , Xingpeng Li

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…

Machine Learning · Statistics 2015-12-24 Rodolphe Jenatton , Jim Huang , Cédric Archambeau